Can you get a Kilo in Milan? Bike's Direct doesn't ship. My father went on a bicycle tour of Italy and said he just stored his bike inside the police offices because it was guaranteed to be stolen anywhere else. This was twenty years ago though.

If your first bike got stolen and you intend your to ride your next bike in the same areas, then the most sensible option is to get a cheap, functional replacement bike and a solid u-lock. I'd skip the carbon and go with whatever decent steel or aluminium bike you can find locally.